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Michael K. Ng

Michael K. Ng contributes to research discovery and scholarly infrastructure.

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Published work

23 published item(s)

preprint2026arXiv

Complex Diffusion Maps with $ω$-Parameterized Kernels Revealing Inherent Harmonic Representations

In this paper, we propose Complex Diffusion Maps (CDM), a novel diffusion mapping framework that aims to reveal the dominant complex harmonics of high-dimensional data. Inspired by the local Gaussian kernel relevant to the heat equation and the nonlocal Schrödinger kernel relevant to the Schrödinger equation, we propose a unified family of $ω$-parameterized complex-valued kernels for the trade-off between local and nonlocal connections. We establish the theoretical foundation based on the operator spectrum theory, where the corresponding diffusion operator, diffusion distance, and complex harmonic maps are well-defined. An optimization-based interpretation of the maps is also developed, aiming to preserve angular structure in the complex diffusion space rather than relying solely on real-valued magnitude. We extensively evaluate CDM on both synthetic and real-world datasets. The complex-valued kernel amplifies differences among easily confusable samples, improving discriminative power over both linear and nonlinear methods based on real-valued kernels. CDM remains robust in high-noise settings, yielding a clearer eigengap that enhances spectral separation. For resting-state fMRI data, CDM captures more strongly correlated and nonlocal spatiotemporal dynamics. Without task-specific tuning, CDM achieves competitive performance on a public EEG sleep dataset, while maintaining high computational efficiency compared with both traditional machine learning and deep neural network approaches, highlighting its generality and practical value.

preprint2026arXiv

Sparse Tucker Decomposition and Graph Regularization for High-Dimensional Time Series Forecasting

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a sparse Tucker decomposition method with graph regularization for high-dimensional vector autoregressive time series. By stacking the time-series transition matrices into a third-order tensor, the sparse Tucker decomposition is employed to characterize important interactions within the transition third-order tensor and reduce the number of parameters. Moreover, the graph regularization is employed to measure the local consistency of the response, predictor and temporal factor matrices in the vector autoregressive model.The two proposed regularization techniques can be shown to more accurate parameters estimation. A non-asymptotic error bound of the estimator of the proposed method is established, which is lower than those of the existing matrix or tensor based methods. A proximal alternating linearized minimization algorithm is designed to solve the resulting model and its global convergence is established under very mild conditions. Extensive numerical experiments on synthetic data and real-world datasets are carried out to verify the superior performance of the proposed method over existing state-of-the-art methods.

preprint2023arXiv

High Dimensional Statistical Estimation under Uniformly Dithered One-bit Quantization

In this paper, we propose a uniformly dithered 1-bit quantization scheme for high-dimensional statistical estimation. The scheme contains truncation, dithering, and quantization as typical steps. As canonical examples, the quantization scheme is applied to the estimation problems of sparse covariance matrix estimation, sparse linear regression (i.e., compressed sensing), and matrix completion. We study both sub-Gaussian and heavy-tailed regimes, where the underlying distribution of heavy-tailed data is assumed to have bounded moments of some order. We propose new estimators based on 1-bit quantized data. In sub-Gaussian regime, our estimators achieve near minimax rates, indicating that our quantization scheme costs very little. In heavy-tailed regime, while the rates of our estimators become essentially slower, these results are either the first ones in an 1-bit quantized and heavy-tailed setting, or already improve on existing comparable results from some respect. Under the observations in our setting, the rates are almost tight in compressed sensing and matrix completion. Our 1-bit compressed sensing results feature general sensing vector that is sub-Gaussian or even heavy-tailed. We also first investigate a novel setting where both the covariate and response are quantized. In addition, our approach to 1-bit matrix completion does not rely on likelihood and represent the first method robust to pre-quantization noise with unknown distribution. Experimental results on synthetic data are presented to support our theoretical analysis.

preprint2022arXiv

Error Bound of Empirical $\ell_2$ Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problems

In this paper, we study the estimation performance of empirical $\ell_2$ risk minimization (ERM) in noisy (standard) phase retrieval (NPR) given by $y_k = |α_k^*x_0|^2+η_k$, or noisy generalized phase retrieval (NGPR) formulated as $y_k = x_0^*A_kx_0 + η_k$, where $x_0\in\mathbb{K}^d$ is the desired signal, $n$ is the sample size, $η= (η_1,...,η_n)^\top$ is the noise vector. We establish new error bounds under different noise patterns, and our proofs are valid for both $\mathbb{K}=\mathbb{R}$ and $\mathbb{K}=\mathbb{C}$. In NPR under arbitrary noise vector $η$, we derive a new error bound $O\big(\|η\|_\infty\sqrt{\frac{d}{n}} + \frac{|\mathbf{1}^\topη|}{n}\big)$, which is tighter than the currently known one $O\big(\frac{\|η\|}{\sqrt{n}}\big)$ in many cases. In NGPR, we show $O\big(\|η\|\frac{\sqrt{d}}{n}\big)$ for arbitrary $η$. In both problems, the bounds for arbitrary noise immediately give rise to $\tilde{O}(\sqrt{\frac{d}{n}})$ for sub-Gaussian or sub-exponential random noise, with some conventional but inessential assumptions (e.g., independent or zero-mean condition) removed or weakened. In addition, we make a first attempt to ERM under heavy-tailed random noise assumed to have bounded $l$-th moment. To achieve a trade-off between bias and variance, we truncate the responses and propose a corresponding robust ERM estimator, which is shown to possess the guarantee $\tilde{O}\big(\big[\sqrt{\frac{d}{n}}\big]^{1-1/l}\big)$ in both NPR, NGPR. All the error bounds straightforwardly extend to the more general problems of rank-$r$ matrix recovery, and these results deliver a conclusion that the full-rank frame $\{A_k\}_{k=1}^n$ in NGPR is more robust to biased noise than the rank-1 frame $\{α_kα_k^*\}_{k=1}^n$ in NPR. Extensive experimental results are presented to illustrate our theoretical findings.

preprint2022arXiv

Expressing Multivariate Time Series as Graphs with Time Series Attention Transformer

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are inter-dependencies among variables as well. Models have to be designed to capture both intra- and inter-relationships among the time series. To move towards this goal, we propose the Time Series Attention Transformer (TSAT) for multivariate time series representation learning. Using TSAT, we represent both temporal information and inter-dependencies of multivariate time series in terms of edge-enhanced dynamic graphs. The intra-series correlations are represented by nodes in a dynamic graph; a self-attention mechanism is modified to capture the inter-series correlations by using the super-empirical mode decomposition (SMD) module. We applied the embedded dynamic graphs to times series forecasting problems, including two real-world datasets and two benchmark datasets. Extensive experiments show that TSAT clearly outerperforms six state-of-the-art baseline methods in various forecasting horizons. We further visualize the embedded dynamic graphs to illustrate the graph representation power of TSAT. We share our code at https://github.com/RadiantResearch/TSAT.

preprint2022arXiv

HessianFR: An Efficient Hessian-based Follow-the-Ridge Algorithm for Minimax Optimization

Wide applications of differentiable two-player sequential games (e.g., image generation by GANs) have raised much interest and attention of researchers to study efficient and fast algorithms. Most of the existing algorithms are developed based on nice properties of simultaneous games, i.e., convex-concave payoff functions, but are not applicable in solving sequential games with different settings. Some conventional gradient descent ascent algorithms theoretically and numerically fail to find the local Nash equilibrium of the simultaneous game or the local minimax (i.e., local Stackelberg equilibrium) of the sequential game. In this paper, we propose the HessianFR, an efficient Hessian-based Follow-the-Ridge algorithm with theoretical guarantees. Furthermore, the convergence of the stochastic algorithm and the approximation of Hessian inverse are exploited to improve algorithm efficiency. A series of experiments of training generative adversarial networks (GANs) have been conducted on both synthetic and real-world large-scale image datasets (e.g. MNIST, CIFAR-10 and CelebA). The experimental results demonstrate that the proposed HessianFR outperforms baselines in terms of convergence and image generation quality.

preprint2022arXiv

Non-Local Robust Quaternion Matrix Completion for Color Images and Videos Inpainting

The image nonlocal self-similarity (NSS) prior refers to the fact that a local patch often has many nonlocal similar patches to it across the image and has been widely applied in many recently proposed machining learning algorithms for image processing. However, there is no theoretical analysis on its working principle in the literature. In this paper, we discover a potential causality between NSS and low-rank property of color images, which is also available to grey images. A new patch group based NSS prior scheme is proposed to learn explicit NSS models of natural color images. The numerical low-rank property of patched matrices is also rigorously proved. The NSS-based QMC algorithm computes an optimal low-rank approximation to the high-rank color image, resulting in high PSNR and SSIM measures and particularly the better visual quality. A new tensor NSS-based QMC method is also presented to solve the color video inpainting problem based on quaternion tensor representation. The numerical experiments on color images and videos indicate the advantages of NSS-based QMC over the state-of-the-art methods.

preprint2022arXiv

Separable Quaternion Matrix Factorization for Polarization Images

Polarization is a unique characteristic of transverse wave and is represented by Stokes parameters. Analysis of polarization states can reveal valuable information about the sources. In this paper, we propose a separable low-rank quaternion linear mixing model to polarized signals: we assume each column of the source factor matrix equals a column of polarized data matrix and refer to the corresponding problem as separable quaternion matrix factorization (SQMF). We discuss some properties of the matrix that can be decomposed by SQMF. To determine the source factor matrix in quaternion space, we propose a heuristic algorithm called quaternion successive projection algorithm (QSPA) inspired by the successive projection algorithm. To guarantee the effectiveness of QSPA, a new normalization operator is proposed for the quaternion matrix. We use a block coordinate descent algorithm to compute nonnegative factor activation matrix in real number space. We test our method on the applications of polarization image representation and spectro-polarimetric imaging unmixing to verify its effectiveness.

preprint2022arXiv

Tensor Completion by Multi-Rank via Unitary Transformation

One of the key problems in tensor completion is the number of uniformly random sample entries required for recovery guarantee. The main aim of this paper is to study $n_1 \times n_2 \times n_3$ third-order tensor completion based on transformed tensor singular value decomposition, and provide a bound on the number of required sample entries. Our approach is to make use of the multi-rank of the underlying tensor instead of its tubal rank in the bound. In numerical experiments on synthetic and imaging data sets, we demonstrate the effectiveness of our proposed bound for the number of sample entries. Moreover, our theoretical results are valid to any unitary transformation applied to $n_3$-dimension under transformed tensor singular value decomposition.

preprint2022arXiv

Wasserstein Generative Adversarial Uncertainty Quantification in Physics-Informed Neural Networks

In this paper, we study a physics-informed algorithm for Wasserstein Generative Adversarial Networks (WGANs) for uncertainty quantification in solutions of partial differential equations. By using groupsort activation functions in adversarial network discriminators, network generators are utilized to learn the uncertainty in solutions of partial differential equations observed from the initial/boundary data. Under mild assumptions, we show that the generalization error of the computed generator converges to the approximation error of the network with high probability, when the number of samples are sufficiently taken. According to our established error bound, we also find that our physics-informed WGANs have higher requirement for the capacity of discriminators than that of generators. Numerical results on synthetic examples of partial differential equations are reported to validate our theoretical results and demonstrate how uncertainty quantification can be obtained for solutions of partial differential equations and the distributions of initial/boundary data. However, the quality or the accuracy of the uncertainty quantification theory in all the points in the interior is still the theoretical vacancy, and required for further research.

preprint2021arXiv

Dictionary Learning with Low-rank Coding Coefficients for Tensor Completion

In this paper, we propose a novel tensor learning and coding model for third-order data completion. Our model is to learn a data-adaptive dictionary from the given observations, and determine the coding coefficients of third-order tensor tubes. In the completion process, we minimize the low-rankness of each tensor slice containing the coding coefficients. By comparison with the traditional pre-defined transform basis, the advantages of the proposed model are that (i) the dictionary can be learned based on the given data observations so that the basis can be more adaptively and accurately constructed, and (ii) the low-rankness of the coding coefficients can allow the linear combination of dictionary features more effectively. Also we develop a multi-block proximal alternating minimization algorithm for solving such tensor learning and coding model, and show that the sequence generated by the algorithm can globally converge to a critical point. Extensive experimental results for real data sets such as videos, hyperspectral images, and traffic data are reported to demonstrate these advantages and show the performance of the proposed tensor learning and coding method is significantly better than the other tensor completion methods in terms of several evaluation metrics.

preprint2021arXiv

Self-Supervised Nonlinear Transform-Based Tensor Nuclear Norm for Multi-Dimensional Image Recovery

In this paper, we study multi-dimensional image recovery. Recently, transform-based tensor nuclear norm minimization methods are considered to capture low-rank tensor structures to recover third-order tensors in multi-dimensional image processing applications. The main characteristic of such methods is to perform the linear transform along the third mode of third-order tensors, and then compute tensor nuclear norm minimization on the transformed tensor so that the underlying low-rank tensors can be recovered. The main aim of this paper is to propose a nonlinear multilayer neural network to learn a nonlinear transform via the observed tensor data under self-supervision. The proposed network makes use of low-rank representation of transformed tensors and data-fitting between the observed tensor and the reconstructed tensor to construct the nonlinear transformation. Extensive experimental results on tensor completion, background subtraction, robust tensor completion, and snapshot compressive imaging are presented to demonstrate that the performance of the proposed method is better than that of state-of-the-art methods.

preprint2021arXiv

Spectral analysis for preconditioning of multi-dimensional Riesz fractional diffusion equations

In this paper, we analyze the spectra of the preconditioned matrices arising from discretized multi-dimensional Riesz spatial fractional diffusion equations. The finite difference method is employed to approximate the multi-dimensional Riesz fractional derivatives, which will generate symmetric positive definite ill-conditioned multi-level Toeplitz matrices. The preconditioned conjugate gradient method with a preconditioner based on the sine transform is employed to solve the resulting linear system. Theoretically, we prove that the spectra of the preconditioned matrices are uniformly bounded in the open interval (1/2,3/2) and thus the preconditioned conjugate gradient method converges linearly. The proposed method can be extended to multi-level Toeplitz matrices generated by functions with zeros of fractional order. Our theoretical results fill in a vacancy in the literature. Numerical examples are presented to demonstrate our new theoretical results in the literature and show the convergence performance of the proposed preconditioner that is better than other existing preconditioners.

preprint2020arXiv

Bilinear Constraint based ADMM for Mixed Poisson-Gaussian Noise Removal

In this paper, we propose new operator-splitting algorithms for the total variation regularized infimal convolution (TV-IC) model [4] in order to remove mixed Poisson-Gaussian(MPG) noise. In the existing splitting algorithm for TV-IC, an inner loop by Newton method had to be adopted for one nonlinear optimization subproblem, which increased the computation cost per outer loop. By introducing a new bilinear constraint and applying the alternating direction method of multipliers (ADMM), all subproblems of the proposed algorithms named as BCA (short for Bilinear Constraint based ADMM algorithm) and BCAf(short for a variant of BCA with fully splitting form) can be very efficiently solved; especially for the proposed BCAf, they can be calculated without any inner iterations. Under mild conditions, the convergence of the proposed BCA is investigated. Numerically, compared to existing primal-dual algorithms for the TV-IC model, the proposed algorithms, with fewer tunable parameters, converge much faster and produce comparable results meanwhile.

preprint2020arXiv

Fast Alternating Projections on Manifolds Based on Tangent Spaces

In this paper, we study alternating projections on nontangential manifolds based on the tangent spaces. The main motivation is that the projection of a point onto a manifold can be computational expensive. We propose to use the tangent space of the point in the manifold to approximate the projection onto the manifold in order to reduce the computational cost. We show that the sequence generated by alternating projections on two nontangential manifolds based on tangent spaces, converges linearly to a point in the intersection of the two manifolds where the convergent point is close to the optimal solution. Numerical examples for nonnegative low rank matrix approximation and low rank image quaternion matrix (color image) approximation, are given to demonstrate that the performance of the proposed method is better than that of the classical alternating projection method in terms of computational time.

preprint2020arXiv

Fast and High-order Accuracy Numerical Methods for Time-Dependent Nonlocal Problems in $\mathbb{R}^2

In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such discretization are that the proposed numerical method is unconditionally stable and its global truncation error is of $\mathcal{O}\left(τ^2+h^{4-γ}\right)$ with $0<γ<1$, where $τ$ and $h$ are the discretization sizes in the temporal and spatial dimensions respectively. Also we develop the conjugate gradient squared method to solving the resulting discretized nonsymmetric and indefinite systems arising from time-dependent nonlocal problems including two-dimensional cases. By using additive and multiplicative Cauchy kernels in non-local problems, structured coefficient matrix-vector multiplication can be performed efficiently in the conjugate gradient squared iteration. Numerical examples are given to illustrate our theoretical results and demonstrate that the computational cost of the proposed method is of $O(M \log M)$ operations where $M$ is the number of collocation points.

preprint2020arXiv

Framelet Representation of Tensor Nuclear Norm for Third-Order Tensor Completion

The main aim of this paper is to develop a framelet representation of the tensor nuclear norm for third-order tensor completion. In the literature, the tensor nuclear norm can be computed by using tensor singular value decomposition based on the discrete Fourier transform matrix, and tensor completion can be performed by the minimization of the tensor nuclear norm which is the relaxation of the sum of matrix ranks from all Fourier transformed matrix frontal slices. These Fourier transformed matrix frontal slices are obtained by applying the discrete Fourier transform on the tubes of the original tensor. In this paper, we propose to employ the framelet representation of each tube so that a framelet transformed tensor can be constructed. Because of framelet basis redundancy, the representation of each tube is sparsely represented. When the matrix slices of the original tensor are highly correlated, we expect the corresponding sum of matrix ranks from all framelet transformed matrix frontal slices would be small, and the resulting tensor completion can be performed much better. The proposed minimization model is convex and global minimizers can be obtained. Numerical results on several types of multi-dimensional data (videos, multispectral images, and magnetic resonance imaging data) have tested and shown that the proposed method outperformed the other testing methods.

preprint2020arXiv

Low Rank Pure Quaternion Approximation for Pure Quaternion Matrices

Quaternion matrices are employed successfully in many color image processing applications. In particular, a pure quaternion matrix can be used to represent red, green and blue channels of color images. A low-rank approximation for a pure quaternion matrix can be obtained by using the quaternion singular value decomposition. However, this approximation is not optimal in the sense that the resulting low-rank approximation matrix may not be pure quaternion, i.e., the low-rank matrix contains real component which is not useful for the representation of a color image. The main contribution of this paper is to find an optimal rank-$r$ pure quaternion matrix approximation for a pure quaternion matrix (a color image). Our idea is to use a projection on a low-rank quaternion matrix manifold and a projection on a quaternion matrix with zero real component, and develop an alternating projections algorithm to find such optimal low-rank pure quaternion matrix approximation. The convergence of the projection algorithm can be established by showing that the low-rank quaternion matrix manifold and the zero real component quaternion matrix manifold has a non-trivial intersection point. Numerical examples on synthetic pure quaternion matrices and color images are presented to illustrate the projection algorithm can find optimal low-rank pure quaternion approximation for pure quaternion matrices or color images.

preprint2020arXiv

New Formulation and Computation for Generalized Singular Values of Grassman Matrix Pair

In this paper, we derive new model formulations for computing generalized singular values of a Grassman matrix pair. These new formulations make use of truncated filter matrices to locate the $i$-th generalized singular value of a Grassman matrix pair. The resulting matrix optimization problems can be solved by using numerical methods involving Newton&#39;s method on Grassmann manifold. Numerical examples on synthetic data sets and gene expression data sets are reported to demonstrate the high accuracy and the fast computation of the proposed new ormulations for computing arbitrary generalized singular value of Grassman matrix pair.

preprint2020arXiv

Tangent Space Based Alternating Projections for Nonnegative Low Rank Matrix Approximation

In this paper, we develop a new alternating projection method to compute nonnegative low rank matrix approximation for nonnegative matrices. In the nonnegative low rank matrix approximation method, the projection onto the manifold of fixed rank matrices can be expensive as the singular value decomposition is required. We propose to use the tangent space of the point in the manifold to approximate the projection onto the manifold in order to reduce the computational cost. We show that the sequence generated by the alternating projections onto the tangent spaces of the fixed rank matrices manifold and the nonnegative matrix manifold, converge linearly to a point in the intersection of the two manifolds where the convergent point is sufficiently close to optimal solutions. This convergence result based inexact projection onto the manifold is new and is not studied in the literature. Numerical examples in data clustering, pattern recognition and hyperspectral data analysis are given to demonstrate that the performance of the proposed method is better than that of nonnegative matrix factorization methods in terms of computational time and accuracy.

preprint2020arXiv

Tensor train rank minimization with nonlocal self-similarity for tensor completion

The tensor train (TT) rank has received increasing attention in tensor completion due to its ability to capture the global correlation of high-order tensors ($\textrm{order} >3$). For third order visual data, direct TT rank minimization has not exploited the potential of TT rank for high-order tensors. The TT rank minimization accompany with \emph{ket augmentation}, which transforms a lower-order tensor (e.g., visual data) into a higher-order tensor, suffers from serious block-artifacts. To tackle this issue, we suggest the TT rank minimization with nonlocal self-similarity for tensor completion by simultaneously exploring the spatial, temporal/spectral, and nonlocal redundancy in visual data. More precisely, the TT rank minimization is performed on a formed higher-order tensor called group by stacking similar cubes, which naturally and fully takes advantage of the ability of TT rank for high-order tensors. Moreover, the perturbation analysis for the TT low-rankness of each group is established. We develop the alternating direction method of multipliers tailored for the specific structure to solve the proposed model. Extensive experiments demonstrate that the proposed method is superior to several existing state-of-the-art methods in terms of both qualitative and quantitative measures.

preprint2020arXiv

Tensorizing GAN with High-Order Pooling for Alzheimer&#39;s Disease Assessment

It is of great significance to apply deep learning for the early diagnosis of Alzheimer&#39;s Disease (AD). In this work, a novel tensorizing GAN with high-order pooling is proposed to assess Mild Cognitive Impairment (MCI) and AD. By tensorizing a three-player cooperative game based framework, the proposed model can benefit from the structural information of the brain. By incorporating the high-order pooling scheme into the classifier, the proposed model can make full use of the second-order statistics of the holistic Magnetic Resonance Imaging (MRI) images. To the best of our knowledge, the proposed Tensor-train, High-pooling and Semi-supervised learning based GAN (THS-GAN) is the first work to deal with classification on MRI images for AD diagnosis. Extensive experimental results on Alzheimer&#39;s Disease Neuroimaging Initiative (ADNI) dataset are reported to demonstrate that the proposed THS-GAN achieves superior performance compared with existing methods, and to show that both tensor-train and high-order pooling can enhance classification performance. The visualization of generated samples also shows that the proposed model can generate plausible samples for semi-supervised learning purpose.